Quantitative Data Analyst

Nodex Intelligence Limted; Hong Kong; On-site; HKD 600,000 - 900,000; Full time

Job summary

Nodex Intelligence Limted in Hong Kong seeks a data professional to own data quality from feed to backtest and to run the backtests that drive ideas forward. You will collaborate with the head of research and the trading desk on data integrity and strategy validation.

We require 1–3 years of Python (pandas) and SQL experience, solid statistics, and attention to detail. Experience with market data is a strong plus, and the role involves using Claude Code and Codex for daily tasks.

Qualifications

• 1-3 years of work with data in Python (pandas) and SQL.
• Solid statistics including regression and time series.
• Attention to detail; you don't leave a number unexplained.
• Experience with market data is a strong plus.

Responsibilities

• Run daily checks on every market we trade, investigate gaps, stale price and jumps, and fix root causes.
• Compare each market against a second data source and explain mismatches with records of expected differences.
• Maintain instrument master: symbols across vendors and exchanges, splits, dividends, calendars and time zones.
• Run backtests to defined research designs, log variants, and keep the strategy library up to date.
• Compare paper and live trading results with backtest predictions and flag drift early.
• Use AI coding tools in daily work to augment data work and ensure quality.

Skills

Python pandas

SQL

Statistics

Education

Bachelor's degree in a relevant field

Tools

Claude Code

Codex

Job description

Every strategy we run depends on the data under it being right. You will own the quality of that data, from the moment a feed arrives to the moment a backtest reads it. You will also run the backtests that decide which ideas move forward. You will work directly with the head of research and technology and the trading desk.

Key responsibilities

Run the daily checks on every market we trade, investigate every gap, stale price and jump they flag, and fix the cause rather than the symptom.

Compare each market against a second data source and explain every mismatch, keeping a clear record of the differences that are expected.

Maintain the instrument master: symbols across vendors and exchanges, splits and dividends, futures contract rolls, trading calendars and time zones.

Run backtests to defined research designs, log every variant tried, and keep the strategy library up to date.

Compare paper and live trading results with what each backtest predicted, and raise any drift early.

Use AI coding tools such as Claude Code and Codex in your daily work, and check what they produce.

About you

One to three years of work with data in Python (pandas) and SQL, or a strong degree in statistics, mathematics, economics, computer science, physics or financial engineering.

Solid statistics: regression, hypothesis testing and time series.

Care with detail. You don't leave a number unexplained.

Experience with market data is a strong plus: stock prices around splits and dividends, futures contracts, tick or minute data, exchange calendars.

Interest in how markets work and how trading strategies succeed or fail.